There are nearly so many posibilities like people who are using them...
Roel's recommendation seems to be the easiest way to do what you want to do. Another way is to use a normal CD writer software (I'm using Nero Burning ROM) which allows you to read the audio data as normal wave files. You can save them on harddisc and convert them later into mp3 files with special converter tools like Razor LAME.
Nero includes a 2nd way to go - you can save your waves direct as mp3 files on harddisc. I'm using Nero versin 5.0 but there must be a newer version (6.0+). Unfortunality Nero isn't for free...
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Greetings from Frankfurt (Germany),
Sheriff ;-)